Risk Management

879 white papers and resources

Risk Library provides a selection of risk management white papers which address key questions which can be used in reducing the dangers for your organisation faces and how to utilise any opportunities which may ensue to their maximum capability. Risk management is the assessment and mitigation of risks which have arisen by changes on a local or global scale. Risk management may involve realising opportunities that have resulted from these changes. Within the context of the Risk Library, risk management has been defined under asset liability management, credit risk, enterprise risk management, liquidity risk, market risk, operational risk and settlement risk.

Banking Risk Management System Trends

Technology has played a central role in enhancing the efficiency and effectiveness of risk management practices. Some banks have already put cutting-edge technologies to use and serve as strong examples of what can be achieved and how to create strategic distance from competitors.

Recovering Greeks from sensitivities

This quantitative paper presents a model-independent method for calculating delta, vega and rho based on a comparison of the sensitivities of any derivative payoff with those of its underlying observables. This allows for generic definitions for these Greeks with an intuitive geometric…

The new generation of risk

Riskonnect’s 2023 New generation of risk report reveals that the convergence of new risks is increasing pressure on companies to meaningfully change how they manage threats. Budgets are shifting, risk management functions are growing and strategies are changing